Nadya,
In order to use my suggestion you should get VFP7.

Why not make a class for the header and use the MouseEnter and MouseLeave events to add(show) and remove(hide) a Label with some kind-of the following properties:

BackColor = RGB(255,255,225) &&Not really the tooltip color,
&&something that is near to it... will check whether there is an API function for getting it.

BorderStyle = 1 &&Fixed Single
Caption = Space(1) + "The tooltip text"
ColorSource = 0 &&Object's colors
Width = ... &&Should find a function for calculating it {using TxtWidth() & some other VFP functions}
Height = ... &&Something with ObjToClient()
Top = ... &&Something with ObjToClient()

Maybe will need to play with the ZOrder. (I think that there can occur some other issues, but will check it as soon as I have some more time to play with it)

(Sorry for that "Something"-s - has no free time to do this for you :)

Another aproach is to manually declare a tooltip window using WinAPI... not sure that it wil be easy, but will be standard...

Hope This Helps